The present invention is directed to a bearing assembly having a plurality of roller members and a cage member, and in particular to a bearing assembly wherein the roller members are initially integrally connected to one another and held in place in a particular orientation and are subsequently disconnected by the cage member during assembly. Bearing assemblies have traditionally included a cage and a plurality of independent roller members. Each roller member was assembled in the cage one at a time and then the completed bearing assembly was installed. This assembly procedure requires a large amount of time. It is also difficult to retain the assembled bearing members in the cage and in the proper alignment as the remaining bearing members are assembled and as the completed bearing assembly is installed for use.